CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9828 |
0.0022 |
0.2% |
0.9756 |
| High |
0.9837 |
0.9828 |
-0.0009 |
-0.1% |
0.9848 |
| Low |
0.9806 |
0.9785 |
-0.0021 |
-0.2% |
0.9747 |
| Close |
0.9825 |
0.9793 |
-0.0032 |
-0.3% |
0.9808 |
| Range |
0.0031 |
0.0043 |
0.0012 |
38.7% |
0.0101 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0000 |
| Volume |
73,669 |
90,947 |
17,278 |
23.5% |
356,317 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9905 |
0.9817 |
|
| R3 |
0.9888 |
0.9862 |
0.9805 |
|
| R2 |
0.9845 |
0.9845 |
0.9801 |
|
| R1 |
0.9819 |
0.9819 |
0.9797 |
0.9811 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9798 |
| S1 |
0.9776 |
0.9776 |
0.9789 |
0.9768 |
| S2 |
0.9759 |
0.9759 |
0.9785 |
|
| S3 |
0.9716 |
0.9733 |
0.9781 |
|
| S4 |
0.9673 |
0.9690 |
0.9769 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0057 |
0.9864 |
|
| R3 |
1.0003 |
0.9956 |
0.9836 |
|
| R2 |
0.9902 |
0.9902 |
0.9827 |
|
| R1 |
0.9855 |
0.9855 |
0.9817 |
0.9879 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9813 |
| S1 |
0.9754 |
0.9754 |
0.9799 |
0.9778 |
| S2 |
0.9700 |
0.9700 |
0.9789 |
|
| S3 |
0.9599 |
0.9653 |
0.9780 |
|
| S4 |
0.9498 |
0.9552 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9848 |
0.9772 |
0.0076 |
0.8% |
0.0045 |
0.5% |
28% |
False |
False |
88,462 |
| 10 |
0.9848 |
0.9734 |
0.0114 |
1.2% |
0.0040 |
0.4% |
52% |
False |
False |
53,859 |
| 20 |
0.9925 |
0.9734 |
0.0191 |
2.0% |
0.0042 |
0.4% |
31% |
False |
False |
27,732 |
| 40 |
0.9925 |
0.9700 |
0.0225 |
2.3% |
0.0043 |
0.4% |
41% |
False |
False |
14,022 |
| 60 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0045 |
0.5% |
60% |
False |
False |
9,401 |
| 80 |
0.9925 |
0.9595 |
0.0330 |
3.4% |
0.0043 |
0.4% |
60% |
False |
False |
7,056 |
| 100 |
0.9931 |
0.9595 |
0.0336 |
3.4% |
0.0040 |
0.4% |
59% |
False |
False |
5,645 |
| 120 |
0.9931 |
0.9515 |
0.0416 |
4.2% |
0.0034 |
0.4% |
67% |
False |
False |
4,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0011 |
|
2.618 |
0.9941 |
|
1.618 |
0.9898 |
|
1.000 |
0.9871 |
|
0.618 |
0.9855 |
|
HIGH |
0.9828 |
|
0.618 |
0.9812 |
|
0.500 |
0.9807 |
|
0.382 |
0.9801 |
|
LOW |
0.9785 |
|
0.618 |
0.9758 |
|
1.000 |
0.9742 |
|
1.618 |
0.9715 |
|
2.618 |
0.9672 |
|
4.250 |
0.9602 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9814 |
| PP |
0.9802 |
0.9807 |
| S1 |
0.9798 |
0.9800 |
|